✦ LIBER ✦

Large deviations for stable Itô equations

✍ Scribed by C. Tudor

Book ID: 104302818
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 353 KB
Volume: 40
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00032-7

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✦ Synopsis

P6rez-Abreu and Tudor (1994)

have proved a general extended contraction principle for large deviations. In the present paper we apply this criterion in order to prove large deviations for stable It6 equations. (~

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